Goldman Sachs Group Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.23% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 15.88 | |
| 0.0270 | 13.71 | |
| 0.9293 | 501.78 | |
| 0.0657 | 13.64 |
Estimation Period:
May 4, 1999 to Feb 6, 2026
May 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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